CFP: NEURAL NETWORKS in the CAPITAL MARKETS 1996

[John Moody]

           -- Preliminary Announcement and Call for Papers --

                               NNCM-96

                    FOURTH INTERNATIONAL CONFERENCE

                 NEURAL NETWORKS in the CAPITAL MARKETS


                 Wednesday-Friday, November 20-22, 1996
           The Ritz-Carlton Hotel, Pasadena, California, U.S.A.
             Sponsored by Caltech and London Business School



Neural networks have been applied to a number of live systems in the
capital markets, and in many cases have demonstrated better performance
than competing approaches.  Because of the increasing interest in the
NNCM conferences held in the U.K. and the U.S., the fourth annual NNCM
is planned for November 20-22, 1996, in Pasadena, California. This is
a research meeting where original and significant contributions to the
field are presented. In addition, introductory tutorials will be
included to familiarize audiences of different backgrounds with the
financial and the mathematical aspects of the field.


Areas of Interest:

Price forecasting for stocks, bonds, commodities, and foreign exchange;
asset allocation and risk management; volatility analysis and pricing
of derivatives; cointegration, correlation, and multivariate data
analysis; credit assessment and economic forecasting; statistical
methods, learning techniques, and hybrid systems.


Organizing Committee:

             Dr. Y. Abu-Mostafa, Caltech (Chairman)
             Dr. A. Atiya, Cairo University
             Dr. N. Biggs, London School of Economics
             Dr. D. Bunn, London Business School
             Dr. M. Jabri, Sydney University
             Dr. B. LeBaron, University of Wisconsin
             Dr. A. Lo, MIT Sloan School
             Dr. I. Matsuba, Chiba University
             Dr. J. Moody, Oregon Graduate Institute
             Dr. C. Pedreira, Catholic Univ. PUC-Rio
             Dr. A. Refenes, London Business School
             Dr. M. Steiner, Universitaet Munster
             Dr. A. Timermann, UC San Diego
             Dr. A. Weigend, University of Colorado
             Dr. H. White, UC San Diego
             Dr. L. Xu, Chinese University of Hong Kong


Submission of Papers:

Original contributions representing new and significant research,
development, and applications in the above areas of interest are
invited. Authors should send 5 copies of a 1000-word summary
clearly stating their results to

   Dr. Y. Abu-Mostafa, Caltech 136-93, Pasadena, CA 91125, U.S.A.

All submissions must be received before May 1, 1996. There will be
a rigorous refereeing process to select the high-quality papers to be
presented at the conference.


Location:

The conference will be held at the Ritz-Carlton Huntington Hotel in
Pasadena, within two miles from the Caltech campus. The hotel is
a 35-minute drive from Los Angeles International Airport (LAX) with
nonstop flights from most major cities in North America, Europe, the
Far East, Australia, and South America.


Mailing List:

If you wish to be added to the mailing list of NNCM-96, please send
your postal address, e-mail address, and fax number to

  Dr. Y. Abu-Mostafa, Caltech 136-93, Pasadena, CA 91125, U.S.A.
          e-mail:  yaser at caltech.edu , fax (818) 795-0326


Home Page:      http://www.cs.caltech.edu/~learn/nncm.html